+961.2%
ARES vs NVS
+179.5%
+781.6%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.9% |
| 7D | -6.1% | -14.3% | +8.2% | -0.5% |
| 30D | -7.5% | -10.0% | +2.4% | -4.3% |
| 3M | +0.1% | -10.9% | +11.0% | +3.6% |
| 6M | +30.3% | -12.0% | +42.2% | +35.3% |
| YTD | -16.6% | +2.5% | -19.1% | -19.4% |
| 1Y | -26.1% | +10.7% | -36.8% | -31.3% |
| 3Y | +36.4% | +53.3% | -16.9% | +4.5% |
| 5Y | +95.0% | +93.6% | +1.4% | +27.0% |
| All | +961.2% | +179.5% | +781.6% | +588.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NVS.
Daily Out/Under-Performance
Portfolio return minus NVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded NVS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling